Data through close

IWD max pain, gamma exposure (GEX) & options open interest

As of close · rank #2476 by open interest · snapshot page

Chart Download CSV JSON snapshot Advanced analysis

IWD's nearest-expiration max pain is 255.00 for 2026-10-16, its GEX flip is 205.32, net GEX is 1,522,931, its put/call open-interest ratio is 0.21. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
249.38
prev 248.24
Gamma max
259.91
+4.2% from close
Delta neutral
223.56
-10.4% from close
Gamma neutral
205.32
-17.7% from close
Open interest
5,806
0.0% vs prev
Contracts listed
155
99 calls · 84 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
255.00
+2.3% from close
2026-10-16
GEX flip
205.32
-17.7% from close
Net GEX
1,522,931
26,230,299 per 100k OI
Call wall
260.00
+4.3% from close
Put wall
255.00
+2.3% from close
Put/call OI
0.21
1,010 puts / 4,796 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
7.0
within trailing 52-week range
Front / back ATM IV
+15.4% / +13.2%
2.2 pp front premium
Expected move
+3.0%
14 DTE · one standard deviation
ATM straddle / spot
+2.6%
front-window midpoint premium
25Δ risk reversal
17.7 pp
put IV minus call IV
IV butterfly
3.9 pp
front-window smile convexity
Volume / open interest
0.17
1,016 contracts traded
Normalized net delta
0.231
option-holder convention
Modeled dealer delta
-0.214
opposite-side scenario
Vanna / 100k OI
3,583
volatility-sensitive delta
Charm / 100k OI
-1,162,745
time-decay-sensitive delta
IV surface range
28.3 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

IWD closed 4.2% below its gamma max of 259.91. It is 10.4% above the delta neutral price of 223.56. Total open interest is 5,806, 0.0% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

Chart loads when this section is in view.

In today's screens

Not in any screen today. See all screens.

Neighbours by open interest

← BRO (#2475) LTM (#2477) →

Questions people ask about IWD

Where is IWD's gamma max today?

As of Oct 2, 2026, the gamma max for IWD is 259.91, +4.2% from the 249.38 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is IWD above or below its delta neutral price?

IWD closed above delta neutral: 249.38 against a delta neutral price of 223.56. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does IWD have?

5,806 contracts of open interest across 155 listed contracts on Oct 2, 2026, 0.0% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.